+108.0%
HYG vs VXUS
+178.6%
-70.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | 0.0% | +1.6% | -1.6% | -0.5% |
| 30D | -0.1% | +1.0% | -1.1% | -0.4% |
| 3M | +1.0% | +5.7% | -4.7% | -1.1% |
| 6M | +2.3% | +13.6% | -11.3% | -2.4% |
| YTD | +2.1% | +17.4% | -15.3% | -3.8% |
| 1Y | +3.8% | +25.1% | -21.3% | -4.5% |
| 3Y | +26.7% | +75.8% | -49.1% | +2.6% |
| 5Y | +19.3% | +55.4% | -36.1% | +0.2% |
| 10Y | +55.3% | +146.4% | -91.1% | +8.7% |
| All | +108.0% | +178.6% | -70.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VXUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling